-7.5%
RFMZ vs SPY
+110.3%
-117.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +7.5% | -3.3% | +10.9% | +8.4% |
| 3M | -5.5% | -2.4% | -3.1% | -5.0% |
| 6M | -3.6% | +2.6% | -6.2% | -4.3% |
| YTD | +3.0% | +11.2% | -8.2% | +0.1% |
| 1Y | +1.7% | +13.4% | -11.7% | -1.7% |
| 3Y | +23.9% | +79.9% | -56.0% | +5.8% |
| 5Y | -13.2% | +72.2% | -85.4% | -26.3% |
| All | -7.5% | +110.3% | -117.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling